In 5.1, is this response still relevant?
Looking in the source code “OnGetUserMenuContentEvent” is not set to BlueprintAssignable, dragging a pin out from an anchor reveals no option to override this delegate:
From Engine/Source/Runtime/UMG/Public/Components/MenuAnchor.h :
/** Deprecated. Called when the menu content is requested to allow a more customized handling over what to display */
UE_DEPRECATED(4.26, "Use OnGetUserMenuContentEvent instead, you may need to make the previous binding return an User Widget.")
UPROPERTY(EditAnywhere, Category = "Events", meta = (DeprecationMessage = "4.26. Use OnGetUserMenuContentEvent instead, you may need to make the previous binding return an User Widget."))
FGetWidget OnGetMenuContentEvent;
/** Called when the menu content is requested to allow a more customized handling over what to display */
UPROPERTY(EditAnywhere, Category="Events")
FGetUserWidget OnGetUserMenuContentEvent;